Risk-return optimization with different risk-aggregation strategies
| Year of publication: |
2010
|
|---|---|
| Authors: | Uryasev, Stan ; Theiler, Ursula A. ; Serraino, Gaia |
| Published in: |
Journal of risk finance : the convergence of financial products and insurance. - Bradford [u.a.] : Emerald, ISSN 1526-5943, ZDB-ID 20888971. - Vol. 11.2010, 2 (1.1.), p. 129-147
|